难为情 is milder than 丢脸 (diūliǎn, to lose face). It expresses a shy, flustered embarrassment rather than deep shame. Often used when someone feels awkward from praise, attention, or being put on the spot.
mistakes
Don't confuse 难为情 (embarrassed) with 为难 (wéinán, to make things difficult for someone). They share characters but have different meanings and structures.